Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-26 0.438437 0.486242 0.539050 0.602075 0.675723 0.759656 0.863393
2025-02-02 0.382114 0.442743 0.513999 0.605031 0.719867 0.862199 1.055683
2025-02-09 0.338555 0.405121 0.487069 0.597414 0.745403 0.942118 1.232712
2025-02-16 0.309309 0.380224 0.471018 0.598989 0.780282 1.037390 1.448978
2025-02-23 0.278460 0.349339 0.442847 0.579427 0.781587 1.084018 1.602683
2025-03-02 0.251391 0.320556 0.414036 0.554627 0.770509 1.108622 1.725055
2025-03-09 0.237487 0.308163 0.406217 0.558506 0.802173 1.204449 1.993178
2025-03-16 0.230072 0.303916 0.409160 0.578218 0.860892 1.355412 2.409158
2025-03-23 0.220770 0.296045 0.405808 0.587326 0.902842 1.484558 2.825362
2025-03-30 0.211032 0.286685 0.399217 0.590149 0.933805 1.598794 3.251282
2025-04-06 0.200853 0.275882 0.389397 0.586319 0.951784 1.690399 3.659222
2025-04-13 0.187000 0.258621 0.368138 0.560801 0.925428 1.683474 3.801242
2025-04-20 0.180283 0.252221 0.364210 0.565975 0.960951 1.823963 4.450001
2025-04-27 0.174361 0.246647 0.361139 0.572277 0.999702 1.982115 5.255880
2025-05-04 0.166855 0.238087 0.352460 0.567333 1.014304 2.085647 5.947502
2025-05-11 0.161339 0.232377 0.348135 0.570067 1.045831 2.241654 6.971496
2025-05-18 0.152838 0.221348 0.333966 0.552510 1.029603 2.264320 7.446437
2025-05-25 0.144103 0.209532 0.317769 0.529678 0.998518 2.238588 7.684763
2025-06-01 0.140261 0.205618 0.315153 0.533562 1.030477 2.407020 9.087708
2025-06-08 0.138917 0.205765 0.319675 0.552215 1.100969 2.718494 11.770194
2025-06-15 0.136158 0.203355 0.319395 0.560855 1.148112 2.972853 14.594251
2025-06-22 0.132743 0.199638 0.316466 0.563560 1.180392 3.188640 17.636327
2025-06-29 0.128707 0.194657 0.310886 0.559998 1.195371 3.346859 20.599136